Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1876542.2819 | 1829399.1092 | 47143.1727 | 2604988.3145 | 1477105.007 | 1127883.3075 |
Total P&L (%) | 1876.5423 | 1829.3991 | 47.1432 | 2604.9883 | 1477.105 | 1127.8833 |
Avg Daily Profit (%) | 0.832 | 0.8111 | 0.0209 | 0.1463 | 0.1224 | 0.1113 |
Buy And Hold Return (%) | 300.2857 | 300.2857 | 300.2857 | 300.2857 | 300.2857 | 300.2857 |
Max Trade Drawdown | -146018 | -51168 | -120976 | -2160904 | -1175622 | -1628165 |
Profit Factor | 4.4348 | 8.8107 | 1.151 | 1.3065 | 1.4349 | 1.221 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 45.1327 | 40.3509 | 50 | 45.1327 | 40.3509 | 50 |
Ratio Avg Win / Avg Loss | 5.3914 | 13.0245 | 1.151 | 1.5883 | 2.1211 | 1.221 |
Largest Winning Trade | 1454252 | 1454252 | 55867 | 1315233 | 1315233 | 1100805 |
Largest Losing Trade | -35258 | -35258 | -31363 | -914914 | -469172 | -914914 |
Avg Bars in Trades | 37 | 34 | 40 | 37 | 34 | 40 |
Avg Bars in Winners | 61 | 61 | 61 | 61 | 61 | 61 |
Avg Bars in Losers | 17 | 16 | 19 | 17 | 16 | 19 |
Bars Traded | 4234 | 1975 | 2258 | 4234 | 1975 | 2258 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 665319 | -162709 | -565148 | 84104 | -212435 | -226948 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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